Quant Analyst (Contract), London (Central)

IC Resources are looking for an exceptional Quantitative Analyst to undertake project work for a leading financial institution based in Central London for an initial 6-month contract with scope to extend.

The ideal Quantitative Analyst will have:

• Development experience in C# and/or C++
• Understanding complex modelling
• Experience in FRTB / DRC (Default Risk Charge) ideally (or IRC = Incremental Risk Charge) or Market Risk otherwise (Credit asset class, correlations modelling, pricing, etc.)
• Exposure to model validation appreciated but not essential
• Good communication skills with a view to act as the liaison with IT on the more technical topics (integration of Analytics within the production environment)

You will be joining a team of Quantitative Analysts leveraging various specialities whilst working towards a common goal.

Applications have now opened and interviews will commence immediately. If you are interested in being considered, please submit an up to date CV via this advert.